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a-share-l2-trades – Dataset by phields | AlphaNeural AI

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phields/
a-share-l2-trades

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China A-share Level 2 Trades

Canonical Level 2 trade records for China A-shares, stored as one fact table.

Coverage

Date range: 2026-04-01 to 2026-08-25 Trading days: 97 Rows: 15701426798 Parquet files: 698 Compressed local size: 125.38 GiB

Layout

data/l2_trades/ trade_date=YYYY-MM-DD/ code_prefix=00/ part-00000.parquet

code_prefix is ticker[:2]. For example, 000001 -> 00, 300750 -> 30, 600519 -> 60, and 688981 -> 68. Files are sorted… See the full description on the dataset page: https://huggingface.co/datasets/phields/a-share-l2-trades.